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USFM.L vs. UC07.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

USFM.L vs. UC07.L

Last updated Jun 5, 2026

USFM.L (UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis) and UC07.L (UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis) are both exchange-traded funds - USFM.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while UC07.L is a Large Cap Value Equities fund tracking the Russell 1000 Value TR USD. Both are passively managed. Over the past 5 years, USFM.L returned 11.61%/yr vs 10.41%/yr for UC07.L. Their correlation of 0.91 suggests significant overlap in exposure. USFM.L charges 0.25%/yr vs 0.20%/yr for UC07.L.

Performance

USFM.L vs. UC07.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis (USFM.L) and UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UC07.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USFM.L achieves a 12.16% return, which is significantly higher than UC07.L's 10.79% return.

USFM.L

1D
0.33%
1M
5.20%
YTD
12.16%
6M
12.28%
1Y
24.78%
3Y*
16.00%
5Y*
11.61%
10Y*
—

UC07.L

1D
0.70%
1M
3.94%
YTD
10.79%
6M
11.16%
1Y
23.90%
3Y*
13.53%
5Y*
10.41%
10Y*
11.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USFM.L vs. UC07.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
USFM.L
UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis		12.16%5.73%20.11%10.47%-3.22%26.12%10.79%25.56%-0.38%11.30%
UC07.L
UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis		10.79%5.98%15.41%3.09%4.71%28.76%-3.62%20.51%-3.14%8.31%

Correlation

The correlation between USFM.L and UC07.L is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (All Time)
Calculated using the full available price history since May 18, 2017

0.91

The correlation between USFM.L and UC07.L has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

USFM.L vs. UC07.L - Sectors Allocation Comparison

Sectors
USFM.L
UC07.L

Technology

20.8%
14.7%

Industrials

15.3%
10.9%

Financial Services

15.2%
18.6%

Healthcare

13.9%
11.9%

Consumer Defensive

8.7%
7.7%

Communication Services

6.4%
14.2%

Consumer Cyclical

6.4%
5.2%

Utilities

4.0%
4.0%

Energy

3.3%
6.6%

Basic Materials

3.2%
3.1%

Real Estate

2.9%
3.2%

Technology

USFM.L
20.8%
UC07.L
14.7%

Industrials

USFM.L
15.3%
UC07.L
10.9%

Financial Services

USFM.L
15.2%
UC07.L
18.6%

Healthcare

USFM.L
13.9%
UC07.L
11.9%

Consumer Defensive

USFM.L
8.7%
UC07.L
7.7%

Communication Services

USFM.L
6.4%
UC07.L
14.2%

Consumer Cyclical

USFM.L
6.4%
UC07.L
5.2%

Utilities

USFM.L
4.0%
UC07.L
4.0%

Energy

USFM.L
3.3%
UC07.L
6.6%

Basic Materials

USFM.L
3.2%
UC07.L
3.1%

Real Estate

USFM.L
2.9%
UC07.L
3.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis

UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis

Often compared with USFM.L:
USFM.L vs. SMGB.LUSFM.L vs. HIUS.LUSFM.L vs. UC04.LUSFM.L vs. UC95.LUSFM.L vs. CAPS.LUSFM.L vs. UDVD.LUSFM.L vs. XMVU.L
Often compared with UC07.L:
UC07.L vs. SPX4.LUC07.L vs. XNAQ.LUC07.L vs. VHYL.ASUC07.L vs. XDEV.LUC07.L vs. IITU.LUC07.L vs. HWWA.LUC07.L vs. IUVF.L

Return for Risk

USFM.L vs. UC07.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
USFM.L
USFM.L Risk / Return Rank: 8282
Overall Rank
USFM.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
USFM.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
USFM.L Omega Ratio Rank: 7979
Omega Ratio Rank
USFM.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
USFM.L Martin Ratio Rank: 8282
Martin Ratio Rank
UC07.L
UC07.L Risk / Return Rank: 8383
Overall Rank
UC07.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
UC07.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
UC07.L Omega Ratio Rank: 8282
Omega Ratio Rank
UC07.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
UC07.L Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

USFM.L vs. UC07.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis (USFM.L) and UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UC07.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

USFM.LUC07.LDifference
Sharpe ratioReturn per unit of total volatility
2.61
2.70

-0.10

Sortino ratioReturn per unit of downside risk
3.57
3.67

-0.10

Omega ratioGain probability vs. loss probability

1.46

1.48

-0.02

Calmar ratioReturn relative to maximum drawdown

4.51

4.38

+0.13

Martin ratioReturn relative to average drawdown

16.06

16.39

-0.32

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

USFM.L vs. UC07.L - Sharpe Ratio Comparison

The current USFM.L Sharpe Ratio is 2.61, which is comparable to the UC07.L Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of USFM.L and UC07.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

USFM.LUC07.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.61

2.70

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.83

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.75

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.76

+0.08

Drawdowns

USFM.L vs. UC07.L - Drawdown Comparison

The maximum USFM.L drawdown since its inception was -27.52%, roughly equal to the maximum UC07.L drawdown of -28.73%. Use the drawdown chart below to compare losses from any high point for USFM.L and UC07.L.

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Drawdown Indicators

USFM.LUC07.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.52%

-28.73%

+1.21%

Max Drawdown (1Y)

Largest decline over 1 year

-5.47%

-5.43%

-0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-17.40%

-16.76%

-0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-17.40%

-16.76%

-0.64%

Max Drawdown (10Y)

Largest decline over 10 years

—

-28.73%

—

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.49%

-3.95%

+0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

1.45%

+0.09%

Volatility

USFM.L vs. UC07.L - Volatility Comparison

UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis (USFM.L) has a higher volatility of 2.78% compared to UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UC07.L) at 2.20%. This indicates that USFM.L's price experiences larger fluctuations and is considered to be riskier than UC07.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

USFM.LUC07.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.78%

2.20%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

6.77%

6.17%

+0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

9.46%

8.80%

+0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.21%

12.52%

+0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.32%

14.84%

+0.48%

USFM.L vs. UC07.L - Expense Ratio Comparison

USFM.L has a 0.25% expense ratio, which is higher than UC07.L's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

USFM.L vs. UC07.L - Dividend Comparison

USFM.L's dividend yield for the trailing twelve months is around 1.07%, less than UC07.L's 1.38% yield.

PositionTTM20252024202320222021202020192018201720162015
UC07.L
UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis		1.38%2.05%1.79%2.04%1.81%1.59%2.41%2.08%2.49%2.01%2.18%2.25%
USFM.L
UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis		1.07%1.20%1.14%1.37%1.22%1.01%1.34%1.30%1.37%0.30%0.00%0.00%

Frequently Asked Questions

With a correlation of 0.92, USFM.L and UC07.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, UC07.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UC07.L is cheaper with a 0.20% expense ratio, compared with 0.25% for USFM.L.

USFM.L is categorized as Large Cap Blend Equities, while UC07.L is Large Cap Value Equities. USFM.L tracks Russell 1000 TR USD, while UC07.L tracks Russell 1000 Value TR USD. Their fees differ too: 0.25% for USFM.L and 0.20% for UC07.L.

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